Andrew Ursitti

activity

20132018

most citedComputation of some transcendental integrals from path signatures

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2018

Meromorphic continuation of the mean signature of fractional brownian motion

Andrew Ursitti

It is proved that the mean signature of multi-dimensional fractional brownian motion admits a meromorphic continuation in the hurst parameter to the entire complex plane. Each cont…

math.CA2016★ 1 cited

Computation of some transcendental integrals from path signatures

Andrew Ursitti

It is shown that if $γ$ is a path of finite $p$ variation ( $1 \leq p < 2$ ) in a euclidean vector space and $f, g, h$ are Lipschitz functions on the trace of $γ$ then $s\mapsto F(s)=\in…

math.SP2013

Spectral Asymptotics for Operators of Hormander Type

Andrew L. Ursitti

An asymptotic equality of the form $Tr_{L^{2}} e^{- t (L + V)} = C t^{- α} + o (t^{- α})$ as $t \to 0$ is given for the trace of the heat semigroup generated by operators o…